+443.7%
APLD vs PCG
+15.9%
+427.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +0.4% |
| 7D | +4.1% | -13.9% | +17.9% | +10.6% |
| 30D | -11.7% | -16.9% | +5.1% | -4.0% |
| 3M | -40.3% | -14.7% | -25.5% | -36.8% |
| 6M | -8.0% | -23.8% | +15.9% | +4.7% |
| YTD | +7.5% | -10.5% | +18.0% | +8.0% |
| 1Y | +84.0% | -5.1% | +89.1% | +73.2% |
| 3Y | +356.2% | -11.6% | +367.8% | +320.8% |
| All | +443.7% | +15.9% | +427.8% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling